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# Ordinary Differential Equations and Integral Equations by C. T. H. Baker, G. Vanden Berghe, G. Monegato (Paperback, 2001)

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### Description

- DescriptionThis volume contains contributions in the area of differential equations and integral equations. Many numerical methods have arisen in response to the need to solve 'real-life' problems in applied mathematics, in particular problems that do t have a closed-form solution. Contributions on both initial-value problems and boundary-value problems in ordinary differential equations appear in this volume. Numerical methods for initial-value problems in ordinary differential equations fall naturally into two classes: those which use one starting value at each step (one-step methods) and those which are based on several values of the solution (multistep methods). John Butcher has supplied an expert's perspective of the development of numerical methods for ordinary differential equations in the 20th century. Rob Corless and Lawrence Shampine talk about established techlogy, namely software for initial-value problems using Runge-Kutta and Rosenbrock methods, with interpolants to fill in the solution between mesh-points, but the 'slant' is new - based on the question, 'How should such software integrate into the current generation of Problem Solving Environments?' Natalia Borovykh and Marc Spijker study the problem of establishing upper bounds for the rm of the nth power of square matrices. The dynamical system viewpoint has been of great benefit to ODE theory and numerical methods. Related is the study of chaotic behaviour. Willy Govaerts discusses the numerical methods for the computation and continuation of equilibria and bifurcation points of equilibria of dynamical systems. Arieh Iserles and Antonella Zanna survey the construction of Runge-Kutta methods which preserve algebraic invariant functions. Valeria Antohe and Ian Gladwell present numerical experiments on solving a Hamiltonian system of Hen and Heiles with a symplectic and a nsymplectic method with a variety of precisions and initial conditions. Stiff differential equations first became recognized as special during the 1950s. In 1963 two seminal publications laid to the foundations for later development: Dahlquist's paper on A-stable multistep methods and Butcher's first paper on implicit Runge-Kutta methods. Ernst Hairer and Gerhard Wanner deliver a survey which retraces the discovery of the order stars as well as the principal achievements obtained by that theory. Guido Vanden Berghe, Hans De Meyer, Marnix Van Daele and Tanja Van Hecke construct exponentially fitted Runge-Kutta methods with s stages. Differential-algebraic equations arise in control, in modelling of mechanical systems and in many other fields. Jeff Cash describes a fairly recent class of formulae for the numerical solution of initial-value problems for stiff and differential-algebraic systems. Shengtai Li and Linda Petzold describe methods and software for sensitivity analysis of solutions of DAE initial-value problems. Again in the area of differential-algebraic systems, Neil Biehn, John Betts, Stephen Campbell and William Huffman present current work on mesh adaptation for DAE two-point boundary-value problems. Contrasting approaches to the question of how good an approximation is as a solution of a given equation involve attempting to estimate the actual error (i.e., the difference between the true and the approximate solutions) and attempting to estimate the defect - the amount by which the approximation fails to satisfy the given equation and any side-conditions. The paper by Wayne Enright on defect control relates to carefully analyzed techniques that have been proposed both for ordinary differential equations and for delay differential equations in which an attempt is made to control an estimate of the size of the defect. Many phemena incorporate ise, and the numerical solution of stochastic differential equations has developed as a relatively new item of study in the area. Keven Burrage, Pamela Burrage and Taketomo Mitsui review the way numerical methods for solving stochastic diffe

### Key Features

- Author(s)C. T. H. Baker,G. Monegato,G. Vanden Berghe
- PublisherElsevier Science & Technology
- Date of Publication20/06/2001
- LanguageEnglish
- FormatPaperback
- ISBN-100444506004
- ISBN-139780444506009
- SubjectSchool Textbooks & Study Guides: Maths, Science & Technical
- Series TitleNumerical Analysis 2000
- Series Part/Volume Number6

### Publication Data

- Country of PublicationUnited States
- ImprintNorth-Holland
- Content Note1

### Dimensions

- Weight1246 g
- Width210 mm
- Height280 mm
- Spine29 mm

### Credits

- Edited byChristopher T. H. Baker,J. D. Pryce

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